| AllResolutions | QuantConnect.Data.BaseData | protectedstatic |
| BaseChain(MarketDataType dataType, bool flatten) | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | protected |
| BaseChain(Symbol canonicalOptionSymbol, DateTime time, MarketDataType dataType, bool flatten=true) | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | protected |
| BaseChain(BaseChain< T, TContractsCollection > other) | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | protected |
| BaseData() | QuantConnect.Data.BaseData | |
| Clone(bool fillForward) | QuantConnect.Data.BaseData | virtual |
| Clone() | QuantConnect.Data.BaseData | virtual |
| Contracts | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | |
| DailyResolution | QuantConnect.Data.BaseData | protectedstatic |
| DataFrame | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | |
| DataTimeZone() | QuantConnect.Data.BaseData | virtual |
| DataType | QuantConnect.Data.BaseData | |
| DefaultResolution() | QuantConnect.Data.BaseData | virtual |
| DeserializeMessage(string serialized) | QuantConnect.Data.BaseData | static |
| EndTime | QuantConnect.Data.BaseData | |
| FilteredContracts | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | |
| GetAux< TAux >(Symbol symbol) | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | |
| GetAux< TAux >() | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | |
| GetAuxList< TAux >() | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | |
| GetAuxList< TAux >(Symbol symbol) | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | |
| GetEnumerator() | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | |
| GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) | QuantConnect.Data.BaseData | virtual |
| GetSource(SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed) | QuantConnect.Data.BaseData | virtual |
| HighResolution | QuantConnect.Data.BaseData | protectedstatic |
| IsFillForward | QuantConnect.Data.BaseData | |
| IsSparseData() | QuantConnect.Data.BaseData | virtual |
| MinuteResolution | QuantConnect.Data.BaseData | protectedstatic |
| OptionResolutions | QuantConnect.Data.BaseData | protectedstatic |
| Price | QuantConnect.Data.BaseData | |
| QuoteBars | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | |
| Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) | QuantConnect.Data.BaseData | virtual |
| Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode) | QuantConnect.Data.BaseData | virtual |
| Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint dataFeed) | QuantConnect.Data.BaseData | virtual |
| RequiresMapping() | QuantConnect.Data.BaseData | virtual |
| ShouldCacheToSecurity() | QuantConnect.Data.BaseData | virtual |
| SupportedResolutions() | QuantConnect.Data.BaseData | virtual |
| Symbol | QuantConnect.Data.BaseData | |
| Ticks | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | |
| Time | QuantConnect.Data.BaseData | |
| ToString() | QuantConnect.Data.BaseData | |
| TradeBars | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | |
| Underlying | QuantConnect.Data.Market.BaseChain< T, TContractsCollection > | |
| Update(decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize) | QuantConnect.Data.BaseData | virtual |
| UpdateAsk(decimal askPrice, decimal askSize) | QuantConnect.Data.BaseData | |
| UpdateBid(decimal bidPrice, decimal bidSize) | QuantConnect.Data.BaseData | |
| UpdateQuote(decimal bidPrice, decimal bidSize, decimal askPrice, decimal askSize) | QuantConnect.Data.BaseData | |
| UpdateTrade(decimal lastTrade, decimal tradeSize) | QuantConnect.Data.BaseData | |
| Value | QuantConnect.Data.BaseData | |